Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes

DOI10.1080/03610910701790400zbMath1132.62076OpenAlexW2068736350MaRDI QIDQ5451140

Livia De Giovanni, Maurizio Naldi

Publication date: 18 March 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910701790400

zbMATH Keywords

waveletslong memory processescorrelation testsHurst parameter estimation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Non-Markovian processes: hypothesis testing (62M07)

Related Items (1)

Estimation of traffic matrices in the presence of long memory traffic

Uses Software

• longmemo

Cites Work

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• Wavelet estimator of long-range dependent processes.

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